In the US, who cares, saying you lost both engines and were landing in the Hudson doesn't require a mayday call. Even answering ATC if they can't help you is a waste of time in an emergency. Notice on the transcripts ATC did not ask for those annoying reports on souls on board, fuel, etc, but left them alone to deal with the ditching, probably required if you declared an emergency, or Mayday for the brits.
This may be the case for 99% of emergencies, but the lack of a clear and unambiguous declaration contributed to the Avianca B707 incident near New York on the 25th of January 1990 (
http://aviation-safety.net/database/...?id=19900125-0) with 73 fatalities. It is the 1% (or 0.0001% of cases where this formality is a life saver.